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~subject:"generalized method of moments"
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generalized method of moments
weak instruments
187
Schätztheorie
83
Weak instruments
76
Estimation theory
71
Instrumental variables
67
IV-Schätzung
56
instrumental variables
41
Statistischer Test
40
Statistical test
38
Weak Instruments
34
Momentenmethode
32
Theorie
30
Method of moments
27
Theory
22
LIML
18
heteroskedasticity
18
Bootstrap-Verfahren
16
GMM
16
Induktive Statistik
14
Statistical inference
14
Schätzung
13
Anderson-Rubin test
12
F-test
12
Phillips curve
12
Phillips-Kurve
12
Bias
11
Bootstrap approach
11
Estimation
11
2SLS
10
Regression analysis
10
Regressionsanalyse
10
Bootstrap
9
Heteroskedastizität
9
Systematischer Fehler
9
bootstrap
9
many instruments
9
multiple endogenous variables
9
two-stage least squares
9
Identification
8
Instrumentalvariablen-Schätzmethode
8
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2
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2
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Book / Working Paper
4
Article
1
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5
Author
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Baum, Christopher
2
Hoeffler, Anke
2
Schaffer, Mark
2
Stillman, Steven
2
Bond, Stephen
1
Bond, Stephen Roy
1
Flynn, Zachary L.
1
Magnusson, Leandro M.
1
Temple, Jonathan
1
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C.E.P.R. Discussion Papers
1
Centre for Economic Reform and Transformation, School of Management and Languages
1
Department of Economics, Boston College
1
Department of Economics, Oxford University
1
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Boston College Working Papers in Economics
1
CEPR Discussion Papers
1
CERT Discussion Papers
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Stata Journal
1
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RePEc
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1
Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher
;
Schaffer, Mark
;
Stillman, Steven
-
Department of Economics, Boston College
-
2007
that address HAC standard errors,
weak
instruments
, LIML and k-class estimation, tests for endogeneity and RESET and …
Persistent link: https://www.econbiz.de/10005027835
Saved in:
2
Parametric inference using structural break tests
Flynn, Zachary L.
;
Magnusson, Leandro M.
- In:
Stata Journal
13
(
2013
)
4
,
pp. 836-861
wide. Moreover, they are robust to the presence of
weak
instruments
. The genstest command in Stata implements these methods …
Persistent link: https://www.econbiz.de/10010726731
Saved in:
3
GMM Estimation of Empirical Growth Models
Bond, Stephen
;
Hoeffler, Anke
-
Department of Economics, Oxford University
-
2001
lagged levels of the series provide only
weak
instruments
for subsequent first-differences. Revisiting the work of Caselli …
Persistent link: https://www.econbiz.de/10010605272
Saved in:
4
Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher
;
Schaffer, Mark
;
Stillman, Steven
-
Centre for Economic Reform and Transformation, School …
-
2007
that address HAC standard errors,
weak
instruments
, LIML and k-class estimation, tests for endogeneity and RESET and …
Persistent link: https://www.econbiz.de/10005292582
Saved in:
5
GMM Estimation of Empirical Growth Models
Bond, Stephen Roy
;
Hoeffler, Anke
;
Temple, Jonathan
-
C.E.P.R. Discussion Papers
-
2001
lagged levels of the series provide only
weak
instruments
for subsequent first-differences. Revisiting the work of Caselli …
Persistent link: https://www.econbiz.de/10005504299
Saved in:
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